HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation

DOI10.1016/J.CAMWA.2021.05.015zbMath1524.92128arXiv2009.00184MaRDI QIDQ6348125

Hidekazu Yoshioka, Motoh Tsujimura, Kunihiko Hamagami, Yumi Yoshioka, Yuta Yaegashi

Publication date: 31 August 2020

Optimal stochastic control (93E20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Ecology (92D40) Fokker-Planck equations (35Q84) Impulsive control/observation systems (93C27) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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